+111.9%
KMI vs PNC
+498.1%
-386.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -1.8% | -0.7% | -1.0% | -1.4% |
| 30D | +0.1% | -4.4% | +4.5% | +2.2% |
| 3M | +1.2% | +4.5% | -3.3% | -1.1% |
| 6M | -3.9% | +19.1% | -23.0% | -12.1% |
| YTD | +17.5% | +18.0% | -0.5% | +7.4% |
| 1Y | +22.6% | +24.1% | -1.4% | +9.0% |
| 3Y | +116.3% | +130.0% | -13.7% | +37.6% |
| 5Y | +157.6% | +50.4% | +107.2% | +96.9% |
| 10Y | +136.6% | +271.3% | -134.7% | +10.0% |
| All | +111.9% | +498.1% | -386.2% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling